Optimalizácia procesov a výrob

Weekly outline

• General
  

  General

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  Advanced Optimization

  Lectures: M. Kvasnica, exercises: K. Fedorová, M. Klaučo

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  • Link to Google Meet (winter semester 2020/21) URL

    The lectures will take place on-line via Google Meet each Tuesday from 1pm till 3pm.

  • News Forum
  • Syllabus Page
  • About the course Page
  • Teaching material and additional resources Page
  • Výsledky ankety z akademického roku 2017/2018 File
  • Výsledky ankety z akademického roka 2018/2019 File
  • Výsledky ankety z akademického roka 2019/2020 File
  • Link GoogleMeet | skupina M. Klauča | https://meet.google.com/jqi-ombv-jxy URL
  • Zaznamy z cviceni | Skupina M. Klauča URL
  • Záznamy z cvičení | Skupina: K. Fedorová URL
• 21 September - 27 September
  

  21 September - 27 September

  Covered topics:

  • Motivation
  • Course goals and objectives
  • Grading
  • Unconstrained optimization

  • Lecture slides: unconstrained optimization File
  • Video prednáška - Optimalizácia procesov a výrob (2020-09-22 at 04:26 GMT-7) URL
  • Jam Board - Optimalizácia procesov a výrob (2020-09-22 at 04_26 GMT-7) File
  • Exercise 1 File
• 28 September - 4 October
  

  28 September - 4 October

  • Unconstrained optimization - analytical method for multivariable functions

  • Video prednáška - Optimalizácia procesov a výrob (2020-09-29 at 04:10 GMT-7) URL
  • Jam Board - Optimalizácia procesov a výrob (2020-09-29 at 04:10 GMT-7) URL
  • Exercise 2 File
  • data.mat File
• 5 October - 11 October
  

  5 October - 11 October

  Gradient-free method for unconstrained optimization

  • the Luus-Jaakola random method
  • simulated annealing
  • extremum seeking

  • Video prednáška - Optimalizácia procesov a výrob (2020-10-06 at 04:03 GMT-7) URL
  • Jam Board - Optimalizácia procesov a výrob (2020-10-06 at 04:03 GMT-7) URL
  • Lecture slides: gradient-free methods File
  • Lecture slides: gradient-based methods for unconstrained optimization File
  • Video 1/4 (Quiz) URL
  • Video 2/4 (The Luus-Jaakola method) URL
  • Video 3/4 (Simulated annealing) URL
  • Video 4/4 (Extremum seeking) URL
  • data File
  • ethanol File
  • Exercise 3 File
• 12 October - 18 October
  

  12 October - 18 October

  Covered topics:

  • the Nelder-Mead algorithm for unconstrained optimization
  • elimination-based method for solving problems with equality constraints
  • the Lagrange method for equality-constrained optimization

  • Prednáška - Optimalizácia procesov a výrob (2020-10-14 at 23:11 GMT-7) URL
  • Jam Board - Optimalizácia procesov a výrob (2020-10-14 at 23:11 GMT-7) URL
  • Lecture slides: equality-constrained optimization, elimination method File
  • Video 1/2 (Nelder Mead method for unconstrained optimization) URL
  • Video 2/2 (Elimination method for equality-constrained optimization) URL
  • data_fit.mat File
  • exercise 4 File
• 19 October - 25 October
  

  19 October - 25 October

  Covered topics:
  

  • Equality-constrained optimization
  • Lagrange method

  • Prednáška - Optimalizácia procesov a výrob (2020-10-20 at 04:02 GMT-7) URL
  • Lecture slides: equality-constrained optimization, Lagrange method File
  • Video 1/2: Lagrange method for equality-constrained optimization, part 1 URL
  • Video 2/2: Lagrange method for equality-constrained optimization, part 2 URL
  • Simulink files for Extremum Seeking
  • Simulink files for Extremum Seeking R14a
  • Vapor–liquid equlibria datafiles Folder
  • Satisfaction Survey URL
  • Exercise 5 File
  • Bonus - Exercise 5 Assignment
• 26 October - 1 November
  

  26 October - 1 November

  Covered topics:
  

  • Inequality-constrained optimization
  • Economic interpretation of Lagrange multipliers

  • Prednáška - Optimalizácia procesov a výrob (2020-10-27 at 05:48 GMT-7) URL
  • Lecture slides: inequality-constrained optimization File
  • Video 1/3: Economic interpretation of Lagrange multipliers, feasible-start Newton method URL
  • Video 2/3: Infeasible-start Newton method URL
  • Video 3/3: Inequality-constrained optimization, KKT conditions URL
  • Large scale problem 1 Page
  • Large scale problem 2 Page
  • Satisfaction Survey URL
  • Exercise 6 File
• 2 November - 8 November
  

  2 November - 8 November

  Covered topics:
  

  • Linear programming
  • Simplex method

  • Prednáška - Optimalizácia procesov a výrob (2020-11-03 at 04:05 GMT-8) URL
  • Jam Board - Optimalizácia procesov a výrob (2020-11-03 at 04:05 GMT-8) URL
  • Lecture slides: Linear programming and the Simplex method File
  • Video 1/3: Linear programming and the simplex method URL
  • Video 2/3: Linear programming and the simplex method URL
  • Video 3/3: Linear programming and the simplex method URL
  • General quiz
  • Exercise 7 File
  • Project File
  • Project - Submission Assignment
• 9 November - 15 November
  

  9 November - 15 November

  • Prednáška - Optimalizácia procesov a výrob (2020-11-11 at 23:16 GMT-8) URL
  • Jam Board - Optimalizácia procesov a výrob (2020-11-11 at 23:16 GMT-8) URL
  • Lecture slides: Barrier & Interior-point methods File
  • Bonus: LJ for n-D Assignment
  • Exercise 8 File
• 16 November - 22 November
  

  16 November - 22 November

  Covered topics:
  

  • Quadratic programming
  • Active set methods

  • Lecture slides: Surprises of the simplex method File
  • Lecture slides: Quadratic programming File
  • Video 1/9: Quadratic programming URL
  • Video 2/9: Quadratic programming URL
  • Video 3/9: Quadratic programming URL
  • Video 4/9: Quadratic programming URL
  • Video 5/9: Quadratic programming URL
  • Video 6/9: Quadratic programming URL
  • Video 7/9: Quadratic programming URL
  • Video 8/9: Quadratic programming URL
  • Video 9/9: Quadratic programming URL
  • Exercise 9 File
• 23 November - 29 November
  

  23 November - 29 November

  Covered topics:
  

  • Separation
  • Classification
  • Sequential quadratic programming

  • Prednáška - Optimalizácia procesov a výrob (2020-11-24 at 04:02 GMT-8) URL
  • Jam Board - Optimalizácia procesov a výrob (2020-11-24 at 04:02 GMT-8).pdf URL
  • Lecture slides: separation and classification File
  • Lecture slides: sequential quadratic programming File
  • Video 1/3: Separation and classification URL
  • Video 2/3: Separation and classification URL
  • Video 3/3: Sequential quadratic programming URL
  • Active-Set Method Algorithm File
  • Exercise 10 File
• 30 November - 6 December
  

  30 November - 6 December

  Covered topics:
  

  • Integer optimization
  • Mixed-integer optimization

  • Prednáška - Optimalizácia procesov a výrob (2020-12-01 at 04:02 GMT-8) URL
  • Lecture slides: Mixed-Integer Optimization File
  • Video 1/2: Integer optimization URL
  • Video 1/2: Integer optimization URL
  • ethanol.mat File
  • petri_dish_0.mat File
  • petri_dish_1.mat File
  • Exercise 11 File
• 7 December - 13 December
  

  7 December - 13 December

  Covered topics:
  

  • Logic constraints
  • Mixed real/logic constraints

  • Video: Logic and mixed constraints URL
  • Satisfaction Survey URL
  • Exercise 12 File
• 14 December - 20 December
  

  14 December - 20 December

  • Total-Satisfaction Survey URL
  • Test - Data Folder

    Restricted Available until 17 December 2020, 3:00 PM
  • Test File

    Restricted Available until 17 December 2020, 3:00 PM
  • Final Exam - 26.1.2021 Folder

    Restricted Available until 26 January 2021, 12:00 PM
  • Final Exam - 26.1.2021 Assignment